Refactor/rolling beta #19
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pera tem alguma coisa errada aqui |
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ok tinha umas cagadinhas de merge mas resolvi 👍 |
lucas-leme
approved these changes
Sep 15, 2020
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| rolling_beta = pd.Series([beta(returns[i-window:i], benchmark[i-window:i]) | ||
| for i in range(window, len(returns))], index=returns[window:].index) |
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Bem legal essa solução com list comprehension
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sim, tava meio zoado ficar convertendo pra dataframe
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Reescreve o código do rolling beta para simplificar o processo e deixar similar ao rolling sharpe